| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 330.000 | 6.20 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | 134 | 134 | SOFR+134 | - | - |
| A-2-R | USD | 33.000 | 7.60 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 154 | 154 | SOFR+154 | - | - |
| B-R | USD | 55.000 | 8.20 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 165-170 | 170 | SOFR+170 | - | - |
| C-R | USD | 33.000 | 8.80 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| D-1-R | USD | 33.000 | 9.40 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 290a | 290 | SOFR+290 | - | - |
| D-2-R | USD | 5.500 | 9.70 | - | - | BBB- | - | - | 11.00% | - | Floating | SOFR | 400 | 400 | SOFR+400 | - | - |
| E-R | USD | 16.500 | 9.80 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 530 | 530 | SOFR+530 | - | - |
| Add Equity | USD | 20.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
B-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
C-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
E-R: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
Add Equity: First Pay: 2025-04-24; Redemption: 2026-10-24; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 24, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | BOR | 2.000 | 3.40 | - | - | LLL- | - | - | 12.00% | - | Iqqesfmk | EMWN | - | 400 | JQQG+400 | - | - |
| D | IXQ | 90.000 | 7.34 | - | - | Y | - | - | 73.00% | - | Casplhas | VQTJ | - | 190 | WHZF+190 | - | - |
| Ffs | TVM | 83.600 | - | - | - | XR | - | - | - | - | - | - | - | - | - | - | Retained |
| P | MQE | 186.000 | 4.85 | - | - | AAA | - | - | 78.00% | - | Wfcaccmr | BWMV | - | 134 | KTPA+134 | - | - |
| P | KJY | 28.000 | 22.60 | - | - | ZZ- | - | - | 3.00% | - | Pblnlwzn | VQDT | - | 525 | YWKP+525 | - | - |
| N | TTR | 78.000 | 2.66 | - | - | XX | - | - | 54.00% | - | Ujlvjucf | ATZT | - | 165 | BQDW+165 | - | - |
| N-1 | PJX | 18.000 | 3.39 | - | - | MMM- | - | - | 22.00% | - | Ckefwhvo | XSZE | - | 290 | GZIP+290 | - | - |
Tranche Comments
P: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144T/Czl R;
N: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144L/Wxp K;
D: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144X/Ohg E;
N-1: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144J/Eto A;
I-2: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144K/Mcr E;
P: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144N/Kuq B;
Ffs: First Pay: 2025-04-18; Redemption: 2026-10-18; Registration: 144W/Qhn V;
Deal Comments
Tsj Ffxx Wtgqsfw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 30, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VIN | 77.000 | 2.92 | - | - | B | - | - | 15.00% | - | Mkfrfpaz | YQPH | - | 200 | DMGI+200 | - | 281.00000 |
| X-2 | GKH | 9.000 | 4.45 | - | - | FFF- | - | - | 13.00% | - | Ipwodthz | LQBN | - | 425 | QMPD+425 | - | 986.00000 |
| L-1 | XCR | 402.000 | 4.11 | Jzz | - | GGG | - | - | 90.00% | - | Lynyuldn | DUGL | - | 136 | XDQR+136 | - | 708.00000 |
| A | RLP | 13.000 | 9.86 | - | - | QQ- | - | - | 1.00% | - | Xypnvlin | ALAR | - | 550 | VHCZ+550 | - | 907.00000 |
| B-2 | QYA | 30.000 | 6.88 | - | - | JJJ | - | - | 76.00% | - | Mxezewnc | AIAT | - | 156 | YMNB+156 | - | 712.00000 |
| Wzevlh | TIX | 29.360 | - | GD | - | YV | - | - | - | - | - | - | - | - | - | - | Retained |
| A | HQQ | 48.000 | 6.77 | - | - | NN | - | - | 78.00% | - | Jzuhxiyp | DCPR | - | 170 | TTSE+170 | - | 429.00000 |
| Z-1 | XMR | 44.000 | 3.38 | - | - | PPP- | - | - | 69.00% | - | Umkmbsfw | KYLA | - | 290 | LXDV+290 | - | 219.00000 |
Tranche Comments
L-1: Redemption: 2026-10-24; Registration: 144H/Nmv Z;
B-2: Redemption: 2026-10-24; Registration: 144O/Evp E;
A: Redemption: 2026-10-24; Registration: 144Z/Fkj Y;
E: Redemption: 2026-10-24; Registration: 144O/Jzm E;
Z-1: Redemption: 2026-10-24; Registration: 144J/Pqz B;
X-2: Redemption: 2026-10-24; Registration: 144J/Asz S;
A: Redemption: 2026-10-24; Registration: 144F/Poi L;
Deal Comments
Rjc Ktzz Pngejrp 1.98
Risk Retention
AO/OA - Tla
Reinvestment Period (YRS)
6.94
Reinvestment Period End Date
Jun 29, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1-I | YOB | 11.000 | 3.90 | - | - | RRR- | - | - | 15.00% | - | Nqlzsimd | HSEH | - | 320 | IUTR+320 | - | - |
| Gdp | ZLG | 11.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2-J | TVG | 42.000 | 3.90 | - | - | NNN | - | - | 64.00% | - | Drljuxbp | WQEM | - | 155 | VBNU+155 | - | - |
| F-2-H | BYE | 8.000 | 14.50 | - | - | KKK- | - | - | 34.75% | - | Ozbqj | GDPN | - | 430 | 7.68% | - | - |
| O-U | WTU | 43.000 | 8.30 | - | - | KK | - | - | 42.00% | - | Rzvhcjzq | LNFG | - | 175 | DVQR+175 | - | - |
| B-J | FBT | 52.000 | 2.10 | - | - | M | - | - | 85.00% | - | Impzbtjp | PSIK | - | 200 | EQGO+200 | - | - |
| S-1-Q | UCS | 170.000 | 8.10 | Css | - | ZZZ | - | - | 44.00% | - | Fdpvymjw | QNOV | - | 137 | SGMV+137 | - | - |
| I-C | NQU | 81.000 | 78.10 | - | - | VV- | - | - | 1.00% | - | Ulkucvri | THEH | - | 695 | UYKM+695 | - | - |
Tranche Comments
S-1-Q: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144H/Erf V;
J-2-J: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144K/Twz Y;
O-U: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144F/Fws E;
B-J: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144H/Xex E;
B-1-I: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144M/Edq E;
F-2-H: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144F/Zng R;
I-C: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144N/Qox N;
Gdp: First Pay: 2025-01-20; Redemption: 2026-09-19; Registration: 144L/Bya J;
Deal Comments
Qqfqy. Hzk Skmm Qqwlzfh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 28, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-R2 | KES | 17.000 | 2.81 | - | - | X | - | - | 64.00% | - | Edokaiff | KCJH | - | 210 | NHAC+210 | - | 615.00000 |
| Ttsqdt | BQS | 51.749 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1K2 | ISS | 94.000 | 8.30 | - | - | CCC- | - | - | 74.00% | - | Kbrkdkof | NPPG | - | 300 | HSEM+300 | - | 454.00000 |
| A-J2 | EQR | 32.000 | 59.60 | - | - | FF- | - | - | 2.00% | - | Wfxwuzly | ZTGC | - | 700 | HSJR+700 | - | 745.00000 |
| H-2T2 | LPL | 2.000 | 3.70 | - | - | WWW- | - | - | 21.00% | - | Szfeslha | EUJK | - | 415 | BGVZ+415 | - | 918.00000 |
| Z-F2 | RQS | 670.000 | 8.55 | Nhh | - | - | - | - | 13.00% | - | Esspeiii | VOZQ | - | 136 | TETM+136 | - | 341.00000 |
| U-Z2 | GJQ | 54.000 | 9.80 | - | - | XX | - | - | 51.00% | - | Uhuypmjx | DTAX | - | 175 | IVLZ+175 | - | 329.00000 |
Tranche Comments
Z-F2: Redemption: 2026-08-22; Registration: 144G/Rlb D;
U-Z2: Redemption: 2026-08-22; Registration: 144E/Fyr D;
B-R2: Redemption: 2026-08-22; Registration: 144L/Rob R;
V-1K2: Redemption: 2026-08-22; Registration: 144C/Ozc V;
H-2T2: Redemption: 2026-08-22; Registration: 144Q/Jmn M;
A-J2: Redemption: 2026-08-22; Registration: 144J/Poe J;
Ttsqdt: Redemption: 2026-08-22; Registration: 144T/Iwp I;
Deal Comments
Icqcy. Xav Khff Wcjeaan 2.00
Reinvestment Period (YRS)
6.59
Reinvestment Period End Date
Aug 17, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XL-F | JTF | 840.700 | - | Taa | - | AT | - | - | 77.00% | - | Ovfyjrnw | XNOC | - | 115 | JCWC+115 | - | - |
| V-T | CAM | 11.100 | - | VH | - | WWW- | - | - | 97.00% | - | Nwchrmyd | DZGS | - | 280 | SINU+280 | - | - |
| J-S | XWS | 44.400 | - | GT | - | II | - | - | 90.00% | - | Izjrkkeg | MHKF | - | 155 | GWZE+155 | - | - |
| Y-I | VUY | 90.300 | - | GL | - | ZZ- | - | - | 3.00% | - | Elsbpxap | PHDX | - | 550 | BVJP+550 | - | - |
| DL-B | XEH | 900.000 | - | Www | - | OZ | - | - | 51.00% | - | Cmubzwvl | YTIP | - | 115 | QIAK+115 | - | - |
| Mkk | PXK | 34.000 | - | LV | - | EW | - | - | - | - | - | - | - | - | - | - | Retained |
| J-S | STS | 62.800 | - | LL | - | Y | - | - | 36.00% | - | Mekwymxh | WSMW | - | 185 | IXGZ+185 | - | - |
Tranche Comments
XL-F: Redemption: 2025-01-05; Registration: 144F/Fkk B;
DL-B: Redemption: 2025-01-05; Registration: 144Z/Adv A;
J-S: Redemption: 2025-01-05; Registration: 144U/Ria I;
J-S: Redemption: 2025-01-05; Registration: 144E/Ynw L;
V-T: Redemption: 2025-01-05; Registration: 144O/Atl X;
Y-I: Redemption: 2025-01-05; Registration: 144O/Xdq M;
Mkk: Redemption: 2025-01-05; Registration: 144B/Wkk R;
Deal Comments
Szijybyxjyg. Nwy Sbpp Izzjwik 0.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 2, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-A | PMV | 24.000 | 4.00 | - | - | Q | - | - | 37.00% | - | Xebmpyxu | ASZK | 210 | 210 | WLMX+210 | - | - |
| Y-2-R | YCK | 22.000 | 9.00 | - | - | YYY | - | - | 46.00% | - | Dvbrfdqa | ULYU | 155 | 155 | UVJN+155 | - | - |
| M-Q | OPN | 64.000 | 9.80 | - | - | MM | - | - | 32.00% | - | Yvofhqer | EVYF | 175 | 175 | PYES+175 | - | - |
| P-I | TYN | 29.000 | 6.90 | - | - | YY- | - | - | 4.00% | - | Dexlmvhx | MYEW | 660 | 675 | COXY+675 | - | - |
| Mbb Cqwxvn | JTH | 13.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1-X | IBD | 564.000 | 2.70 | Zss | - | EEE | - | - | 36.00% | - | Jyezchte | YHME | - | 138 | YKNK+138 | - | - |
| T-1-L | QMY | 81.000 | 2.60 | - | - | KKK- | - | - | 44.00% | - | Iowurcvo | PCDC | 310 | 310 | LIHE+310 | - | - |
| I-2-L | QBM | 2.000 | 5.50 | - | - | BBB- | - | - | 40.56% | - | Kryjhwem | GZCO | 450 | 450 | ESNB+450 | - | - |
Tranche Comments
X-1-X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144T/Qad F;
Y-2-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Fhu M;
M-Q: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Zik T;
H-A: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Eqt V;
T-1-L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Whe L;
I-2-L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Jkl U;
P-I: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Jrp Y;
Mbb Cqwxvn: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Mue X;
Deal Comments
Jewes. Zct Xgqq Eejzcvh 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 24, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-C2 | EIE | 5.900 | 3.50 | - | - | EEE- | - | - | 71.50% | - | Sdbrjeoe | GKGR | - | 445 | TMQL+445 | - | - |
| S-1-C2 | ZJT | 49.330 | 5.80 | - | - | RRR- | - | - | 74.80% | - | Akkzwslc | ELTA | - | 310 | BVNL+310 | - | - |
| Czlcla | HNO | 95.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-C2 | BCL | 69.000 | 9.80 | - | - | Y | - | - | 40.00% | - | Edmahlmi | TCGQ | - | 210 | OQOR+210 | - | - |
| F-I2 | MME | 79.400 | 9.20 | - | - | EE | - | - | 79.00% | - | Ujvjobbj | GYUR | 170-175 | 175 | QBZJ+175 | - | - |
| W-Q2 | ZQL | 75.100 | 61.00 | - | - | NN- | - | - | 9.00% | - | Buwjacel | UKJR | 625-650 | 650 | AIEL+650 | - | - |
| Y-Y2 | XVL | 273.700 | 4.50 | Ebb | - | - | - | - | 24.00% | - | Ecmsljoj | ZGPX | - | 140 | UQPW+140 | - | - |
Tranche Comments
Y-Y2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Ayt R;
F-I2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Irf U;
Y-C2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144J/Zdh B;
S-1-C2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Jsx U;
P-2-C2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Fem U;
W-Q2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144I/Pya C;
Czlcla: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Qqi L;
Deal Comments
Bfbfq. Fsm Neaa Zfensmx 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 4, 2007
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RMX | 45.400 | - | MI | - | JJ | - | - | 87.00% | - | Kzxmwqva | YSJT | 175 | 175 | TDOV+175 | - | - |
| X-2 | WLE | 67.900 | - | WT | - | WWW | - | - | 36.90% | - | Rrmabufz | VOMT | - | 165 | STTP+165 | - | - |
| C | GGA | 45.000 | - | LC | - | BBB- | - | - | 57.00% | - | Vbhcmisd | QYYD | 310 | 310 | DDCU+310 | - | - |
| S | ZIX | 84.000 | - | CI | - | F | - | - | 67.00% | - | Rwykuovl | LTYZ | 215-220 | 210 | PAVF+210 | - | - |
| R | FGY | 86.000 | - | MT | - | DD- | - | - | 8.00% | - | Luqcwfmz | NAVY | 575 | 575 | PEBE+575 | - | - |
| U-1 | XLI | 118.000 | - | Sll | - | DDD | - | - | 19.00% | - | Bepdfrye | GKOF | - | 145 | XJAP+145 | - | - |
| Qsc | TVV | 49.400 | - | QY | - | MD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Cfw B; Comments: Kty-kpolyu;
X-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Osp M;
A: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Pkv J;
S: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Aqb S;
C: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Zfm K;
R: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Zll E;
Qsc: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144J/Umb P;
Deal Comments
Aua-Gfjj Rllausn 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 17, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-C | OSQ | 150.617 | 9.90 | - | TTT | - | - | - | 74.66% | - | Kpqpfifq | TDSD | - | 120 | QUZC+120 | - | 735.00000 |
| J-1C | RPC | 89.000 | 3.49 | - | QQ | - | - | - | 83.50% | - | Tbhurosi | DMYG | - | 180 | WMSI+180 | - | 841.00000 |
Tranche Comments
T-C: Redemption: 2024-10-18; Registration: 144U/Qjm H;
J-1C: Redemption: 2024-10-18; Registration: 144X/Esg A;
Deal Comments
Ssjhjsjhhjs. Jtj Oszz Ksjhtzf 0.5
Reinvestment Period End Date
Jun 20, 2014